Nit: It's not protected by DRM, it's protected by copyrights. It's still against the law in most places to violate copyrights, even if there's no DRM involved.
But it's equally important that where the copying would otherwise be allowed under copyright rules, anti tampering DRM laws (like DMCA 1201) make it criminal to perform or aid that copying.
That's why DRM protection for its own sake needs to get tossed. It's a massive overreach.
Would it still be considered bypassing DRM if you just record the screen? All the layers of DRM are active in that case.
It's not, you are allowed to make personal backups. Depending on the jurisdiction you are even specifically allowed to break DRM to do that !